+138.6%
NOK vs CMCSA
+7.4%
+131.1%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.1% | +4.7% | +4.8% |
| 7D | +11.0% | -4.9% | +15.8% | +12.3% |
| 30D | +7.8% | -1.1% | +8.9% | +7.9% |
| 3M | -21.0% | +6.6% | -27.6% | -23.0% |
| 6M | +40.9% | -15.5% | +56.4% | +46.0% |
| YTD | +72.0% | -6.7% | +78.7% | +72.4% |
| 1Y | +140.9% | -15.6% | +156.5% | +148.5% |
| 3Y | +194.3% | -33.7% | +227.9% | +222.1% |
| 5Y | +112.5% | -46.6% | +159.2% | +143.1% |
| All | +138.6% | +7.4% | +131.1% | +100.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CMCSA.
Daily Out/Under-Performance
Portfolio return minus CMCSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMCSA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CMCSA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling